Eurex
Notional outstanding volumes at Eurex grew 20% year-on-year in January – from 17,054 billion EUR in January 2020 to 20,390 billion EUR this year – while average daily cleared volumes grew by 4% across the same period. Eurex’s euro clearing market share in notional outstanding volume now stands at 20%.
The number of traded financial derivatives contracts at Eurex shows a mixed picture in January, with volumes up for European interest rate derivatives, and down for European equity index and European equity derivatives, for a total reduction in volume of 11%. These figures, and others, are affected by the reduced number of trading days in January 2021 compared to January 2020 – 20 compared to 22.
At Eurex Repo, the leading marketplace for secured funding and financing, volumes were down in January both the GC Pooling and Repo markets.
Business overview
January 21 | January 20 | Change | |
Financial derivatives: Traded contracts Eurex Exchange | |||
European equity index derivatives (million) | 61.8 | 78.3 | -21% |
European interest rate derivatives (million) | 43.6 | 41.4 | +5% |
European equity derivatives (million) | 23.9 | 25.5 | -6% |
Total (million)1 | 129.5 | 145.5 | -11% |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 20,390 | 17,043 | +20% |
Of which Interest Rate Swaps (billion EUR) | 8.368 | 6,343 | +32% |
Average daily cleared volumes (billion EUR) | 249 | 240 | +4% |
Compression volumes | 0 | 0 | N/A |
Repo: Average monthly term-adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 62.7 | 91.5 | -32% |
Repo Market (billion EUR) | 60.4 | 67.9 | -11% |
1 The total number of contracts traded includes other asset classes such as commodities.
2 Notional cleared volumes including post trading events such as compression.
3 Includes all currencies.
Media contacts:
Peter Josse
+49-69-211-16966
peter.josse@deutsche-boerse.com
Irmgard Thiessen
+49-69-211-15911
irmgard.thiessen@deutsche-boerse.com